{"title":"Large deviation principle for additive functionals of semi-Markov processes","authors":"Adina Oprisan","doi":"10.1080/07362994.2021.2007777","DOIUrl":null,"url":null,"abstract":"Abstract A large deviation principle (LDP) for a class of additive functionals of semi-Markov processes and their associated Markov renewal processes is studied via an almost sure functional central limit theorem. The rate function corresponding to the deviations from the paths of the corresponding empirical processes with logarithmic averaging is determined as a relative entropy with respect to the Wiener measure on A martingale decomposition for additive functionals of Markov renewal processes is employed.","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":"41 1","pages":"257 - 275"},"PeriodicalIF":0.8000,"publicationDate":"2021-12-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastic Analysis and Applications","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/07362994.2021.2007777","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
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Abstract
Abstract A large deviation principle (LDP) for a class of additive functionals of semi-Markov processes and their associated Markov renewal processes is studied via an almost sure functional central limit theorem. The rate function corresponding to the deviations from the paths of the corresponding empirical processes with logarithmic averaging is determined as a relative entropy with respect to the Wiener measure on A martingale decomposition for additive functionals of Markov renewal processes is employed.
期刊介绍：
Stochastic Analysis and Applications presents the latest innovations in the field of stochastic theory and its practical applications, as well as the full range of related approaches to analyzing systems under random excitation. In addition, it is the only publication that offers the broad, detailed coverage necessary for the interfield and intrafield fertilization of new concepts and ideas, providing the scientific community with a unique and highly useful service.
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